Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069537.547 | 881507.0124 | 188030.5346 | 26359503.4981 | 12237421.9886 | 14122081.5095 |
Total P&L (%) | 1069.5375 | 881.507 | 188.0305 | 26359.5035 | 12237.422 | 14122.0815 |
Avg Daily Profit (%) | 0.5899 | 0.4862 | 0.1037 | 0.3081 | 0.2659 | 0.2738 |
Buy And Hold Return (%) | 215.3537 | 215.3537 | 215.3537 | 215.3537 | 215.3537 | 215.3537 |
Max Trade Drawdown | -75353 | -32147 | -56430 | -9205870 | -8825168 | -4470732 |
Profit Factor | 3.441 | 5.2552 | 1.814 | 1.7619 | 1.6775 | 1.8543 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 31.25 | 28.125 | 34.375 | 31.25 | 28.125 | 34.375 |
Ratio Avg Win / Avg Loss | 7.5702 | 13.4301 | 3.4631 | 3.8763 | 4.2868 | 3.5399 |
Largest Winning Trade | 324903 | 324903 | 74723 | 9626665 | 9598276 | 9626665 |
Largest Losing Trade | -15003 | -12082 | -15003 | -2893604 | -2244549 | -2893604 |
Avg Bars in Trades | 82 | 74 | 89 | 82 | 74 | 89 |
Avg Bars in Winners | 218 | 213 | 222 | 218 | 213 | 222 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 10539 | 4797 | 5742 | 10539 | 4797 | 5742 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346881 | -139173 | -362406 | 192613 | -143720 | -133347 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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